+70.9%
NVT vs ALB
+60.9%
+9.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.4% |
| 7D | +5.1% | -8.1% | +13.2% | +6.7% |
| 30D | -3.7% | +6.3% | -10.0% | -5.4% |
| 3M | -10.1% | -23.6% | +13.4% | -6.2% |
| 6M | +37.5% | -24.6% | +62.1% | +41.8% |
| YTD | +53.7% | -10.3% | +64.0% | +53.8% |
| 1Y | +70.9% | +61.5% | +9.4% | +57.7% |
| All | +70.9% | +60.9% | +9.9% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling